scientific article; zbMATH DE number 796444

MaRDI QIDQ4845602zbMATH OpenFDO

Authors Dmitry Kramkov, Ernesto Mordecki

Publication date 20 February 1996

zbMATH Keywords

diffusion modelAmerican options

Mathematics Subject Classification ID

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• Perpetual options and Canadization through fluctuation theory
• On optimal stopping of multidimensional diffusions

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